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DampedBFGSHessianUpdaterLagrangianHessian Method (DoubleVector, DoubleVector, LagrangianFunction, DoubleMatrix)

Computes an update to the Lagrangian Hessian from the values of the current iterate solution x, the iterate value of the Lagrangian multipliers lambda, and the Lagrangian function L.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
public DoubleMatrix LagrangianHessian(
	DoubleVector x,
	DoubleVector lambda,
	LagrangianFunction L,
	DoubleMatrix lagrangianHessian
)

Parameters

x
Type: CenterSpace.NMath.CoreDoubleVector
Current iterate value for the optimal point.
lambda
Type: CenterSpace.NMath.CoreDoubleVector
Current iterate value of the Lagrange mulitpliers.
L
Type: CenterSpace.NMath.CoreLagrangianFunction
The Lagrangian function for the nonlinear programming problem.
lagrangianHessian
Type: CenterSpace.NMath.CoreDoubleMatrix
Current iterate value for the Lagrangian Hessian.

Return Value

Type: DoubleMatrix
Updated Lagrangian Hessian.
See Also